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Economics and Finance
Germany
2026
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Mathematics
Germany
2026

D-Index & Metrics

Economics and Finance

D-Index
79
Citations
26915
World Ranking
295
National Ranking
5

Mathematics

D-Index
87
Citations
39327
World Ranking
93
National Ranking
5

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in Germany Leader Award
  • 2026 - Research.com Mathematics in Germany Leader Award
  • 2025 - Research.com Economics and Finance in Germany Leader Award
  • 2025 - Research.com Mathematics in Germany Leader Award
  • 2023 - Research.com Mathematics in Germany Leader Award

Overview

Wolfgang Karl Härdle is affiliated with Humboldt-Universität zu Berlin in Germany. Their work focuses primarily on the fields of Economics, Econometrics, and Finance.

The scientist's recent published papers include:

  • Forex exchange rate forecasting using deep recurrent neural networks, 2020, Digital Finance
  • LASSO-driven inference in time and space, 2021, The Annals of Statistics
  • Antisocial online behavior detection using deep learning, 2020, Decision Support Systems
  • Pricing Cryptocurrency Options, 2020, Enlighten: Publications (The University of Glasgow)
  • OUP accepted manuscript, 2020, Journal of Financial Econometrics

Wolfgang Karl Härdle frequently collaborates with coauthors such as:

  • Stefan Lessmann (13 joint works)
  • Min-Bin Lin (12 joint works)
  • Bruno Spilak (12 joint works)
  • Xiaorui Zuo (11 joint works)
  • Alla Petukhina (10 joint works)

Their publications often appear in the following venues:

  • SSRN Electronic Journal (68 publications)
  • arXiv (Cornell University) (20 publications)
  • RePEc: Research Papers in Economics (9 publications)
  • Digital Finance (7 publications)
  • Quantitative Finance (4 publications)

Their research spans several subfields including:

  • Finance
  • Economics and Econometrics
  • Statistics and Probability
  • Management Science and Operations Research
  • Information Systems

Wolfgang Karl Härdle's main research topics cover:

  • Complex Systems and Time Series Analysis
  • Financial Markets and Investment Strategies
  • Market Dynamics and Volatility
  • Financial Risk and Volatility Modeling
  • Blockchain Technology Applications and Security
  • Statistical Methods and Inference
  • Stochastic Processes and Financial Applications

Best Publications

  • Applied Nonparametric Regression

    Wolfgang Härdle

  • Applied Multivariate Statistical Analysis

    Unknown

  • Nonparametric and Semiparametric Models

    Wolfgang Härdle

  • Applied Multivariate Statistical Analysis

    Wolfgang Karl Härdle;Léopold Simar

  • Comparing Nonparametric Versus Parametric Regression Fits

    W. Hardle;E. Mammen

  • Smoothing Techniques : With Implementation in S

    Wolfgang Härdle

  • Wavelets, Approximation, and Statistical Applications

    Wolfgang Härdle;Gerard Kerkyacharian;Alexander Tsybakov;Dominique Picard

  • Partially Linear Models

    Wolfgang Hardle;Hua LIang;Jiti Gao

  • Optimal Smoothing in Single-index Models

    Wolfgang Härdle;Peter Hall;Hidehiko Ichimura

  • Investigating smooth multiple regression by the method of average derivatives

    Wolfgang Härdle;Thomas M. Stoker

  • Copula Theory and Its Applications

    Piotr Jaworski;Fabrizio Durante;Wolfgang Karl Härdle;Tomasz Rychlik

  • Optimal Bandwidth Selection in Nonparametric Regression Function Estimation

    Wolfgang Hardle;James Stephen Marron

  • How Far are Automatically Chosen Regression Smoothing Parameters from their Optimum

    Wolfgang Härdle;Peter Hall;J. S. Marron

  • Nonparametric Curve Estimation from Time Series

    Lázió Györfi;Wolfgang Härdle;Pascal Sarda;Philippe Vieu

  • A Consistent Nonparametric Test for Causality in Quantile

    Kiho Jeong;Wolfgang Karl Härdle

  • Applied Nonparametric Methods

    Wolfgang Härdle

  • TENET: Tail-Event driven NETwork risk

    Wolfgang Karl Härdle;Weining Wang;Weining Wang;Lining Yu

  • Statistics of financial markets

    Jürgen Franke;Wolfgang Karl Härdle;Christian Matthias Hafner

  • Handbook of computational statistics : concepts and methods

    James E. Gentle;Wolfgang Härdle;Yuichi Mori

  • Statistical Tools for Finance and Insurance

    Pavel Cizek;Wolfgang Karl Härdle;Rafal Weron

  • Estimation in a semiparametric partially linear errors-in-variables model

    Hua Liang;Wolfgang Härdle;Raymond J. Carroll

  • Applied Multivariate Statistical Analysis

    Unknown

  • Applied Multivariate Statistical Analysis: third edition

    Wolfgang Karl Hardle;Léopold Simar

  • Applied Nonparametric Regression

    Unknown

Frequent Co-Authors

Christian M. Hafner
Christian M. Hafner Université Catholique de Louvain
Léopold Simar
Léopold Simar Université Catholique de Louvain
Enno Mammen
Enno Mammen Heidelberg University
Vladimir Spokoiny
Vladimir Spokoiny Weierstrass Institute for Applied Analysis and Stochastics
James Stephen Marron
James Stephen Marron University of North Carolina at Chapel Hill
Dominique Picard
Dominique Picard Université Paris Cité
Gerard Kerkyacharian
Gerard Kerkyacharian Université Paris Cité
Hua Liang
Hua Liang George Washington University
Alexandre B. Tsybakov
Alexandre B. Tsybakov École Nationale de la Statistique et de l'Administration Économique
Nikolaus Hautsch
Nikolaus Hautsch University of Vienna

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